Strategy evaluations under forecasted conditions
Strategy evaluations under forecasted conditions
| Structure | Net debit | Max loss | EV | EV / $ at risk | Win rate |
|---|---|---|---|---|---|
| Dec-27 Collar (100 sh, +285p/-440c) | $33,036 | $4,536 | $2,634 | 0.58 | 59% |
| Dec-27 Call spread 335/405 (+20%) | $2,648 | $2,648 | $286 | 0.11 | 45% |
| Dec-27 100 shares | $33,712 | $33,712 | $2,470 | 0.07 | 56% |
| Dec-27 Deep ITM call 270 (-20%) | $9,830 | $9,830 | -$174 | -0.02 | 42% |
| Dec-27 Long call 335 (ATM) | $6,330 | $6,330 | -$1,338 | -0.21 | 31% |
| Dec-27 Put spread hedge 335/285 (-15%) | $2,255 | $2,255 | -$684 | -0.30 | 32% |
| Dec-27 Long call 370 (+10%) | $4,850 | $4,850 | -$1,579 | -0.33 | 24% |